URA option chain Global X - Uranium ETF
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.9% (32.31–39.41) · ATM IV 44.6% · P/C open interest 0.65
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 5.10 | 6.20 | 41.3% | 0.91 | 0.0347 | -0.014 | 30 | 0.0500 | 0.4000 | 11 | 49.1% | -0.09 | 0.0350 | -0.014 | |||
| 4.30 | 5.30 | 43.8% | 0.87 | 0.0464 | -0.017 | 31 | 0.0500 | 0.4500 | 43.2% | -0.13 | 0.0468 | -0.017 | ||||
| 3.90 | 4.90 | 44.7% | 0.85 | 0.0531 | -0.019 | 31.5 | 0.2500 | 0.7000 | 49.4% | -0.15 | 0.0536 | -0.019 | ||||
| 3.50 | 4.50 | 44.7% | 0.82 | 0.0600 | -0.021 | 32 | 0.2000 | 0.8000 | 46.2% | -0.18 | 0.0606 | -0.021 | ||||
| 3.10 | 3.90 | 40.4% | 0.78 | 0.0667 | -0.023 | 32.5 | 0.5000 | 0.7500 | 46.3% | -0.22 | 0.0674 | -0.023 | ||||
| 2.90 | 3.60 | 44.4% | 0.75 | 0.0730 | -0.025 | 33 | 0.5500 | 0.9500 | 2 | 2 | 45.8% | -0.26 | 0.0739 | -0.025 | ||
| 2.65 | 3.40 | 47.9% | 0.71 | 0.0788 | -0.027 | 33.5 | 0.7000 | 1.30 | 48.3% | -0.30 | 0.0798 | -0.027 | ||||
| 2.35 | 2.65 | 41.9% | 0.67 | 0.0839 | -0.028 | 34 | 0.9500 | 1.30 | 46.6% | -0.34 | 0.0850 | -0.029 | ||||
| 1.75 | 2.05 | 41.3% | 0.58 | 0.0910 | -0.030 | 35 | 1.40 | 1.60 | 3 | 69 | 45.0% | -0.43 | 0.0924 | -0.031 | ||
| 1.35 | 1.80 | 4 | 39.5% | 0.53 | 0.0927 | -0.031 | 35.5 | 1.60 | 2.00 | 1 | 9 | 46.3% | -0.48 | 0.0943 | -0.031 | |
| 1.30 | 1.65 | 42.8% | 0.48 | 0.0930 | -0.031 | 36 | 1.90 | 2.25 | 60 | 46.3% | -0.52 | 0.0948 | -0.031 | |||
| 0.9500 | 1.35 | 300 | 300 | 39.7% | 0.44 | 0.0920 | -0.030 | 36.5 | 2.05 | 2.55 | 29 | 44.5% | -0.57 | 0.0939 | -0.031 | |
| 0.8500 | 1.25 | 12 | 13 | 41.8% | 0.40 | 0.0896 | -0.030 | 37 | 2.50 | 2.85 | 2 | 68 | 46.1% | -0.61 | 0.0918 | -0.030 |
| 0.7500 | 1.10 | 1 | 42.8% | 0.36 | 0.0862 | -0.029 | 37.5 | 2.85 | 3.30 | 39 | 47.8% | -0.66 | 0.0885 | -0.029 | ||
| 0.6500 | 0.9000 | 11 | 42.6% | 0.32 | 0.0820 | -0.028 | 38 | 3.20 | 3.70 | 29 | 48.5% | -0.69 | 0.0844 | -0.028 | ||
| 0.5000 | 0.8000 | 1 | 1 | 42.6% | 0.28 | 0.0771 | -0.026 | 38.5 | 3.40 | 4.30 | 11 | 49.5% | -0.73 | 0.0797 | -0.027 | |
| 0.4500 | 0.8000 | 56 | 45.3% | 0.25 | 0.0719 | -0.025 | 39 | 3.70 | 4.80 | 21 | 50.0% | -0.76 | 0.0747 | -0.026 | ||
| 0.2500 | 0.6000 | 1 | 8 | 41.7% | 0.22 | 0.0666 | -0.023 | 39.5 | 4.10 | 4.90 | 4 | 45.0% | -0.79 | 0.0694 | -0.024 | |
| 0.3500 | 0.6000 | 2 | 37 | 46.5% | 0.20 | 0.0613 | -0.022 | 40 | 4.40 | 5.60 | 8 | 48.1% | -0.82 | 0.0643 | -0.023 | |
| 0.2500 | 0.5500 | 2 | 46.6% | 0.17 | 0.0561 | -0.020 | 40.5 | 4.80 | 6.10 | 2 | 49.1% | -0.84 | 0.0591 | -0.021 | ||
| 0.2000 | 0.6000 | 6 | 49.4% | 0.15 | 0.0511 | -0.019 | 41 | 5.30 | 6.20 | 15 | 42.4% | -0.87 | 0.0542 | -0.020 | ||
| 0.1000 | 0.4500 | 4 | 12 | 46.4% | 0.13 | 0.0464 | -0.018 | 41.5 | 5.70 | 6.90 | 3 | 47.6% | -0.89 | 0.0495 | -0.019 | |
| 0.0500 | 0.5000 | 9 | 48.9% | 0.12 | 0.0420 | -0.016 | 42 | 6.10 | 7.50 | 50.1% | -0.90 | 0.0450 | -0.017 | |||
| 0.0500 | 0.5000 | 7 | 51.3% | 0.10 | 0.0380 | -0.015 | 42.5 | 6.50 | 8.10 | 1 | 52.5% | -0.92 | 0.0408 | -0.016 | ||
| 0.0500 | 0.5000 | 6 | 53.6% | 0.09 | 0.0343 | -0.014 | 43 | 6.90 | 8.30 | 1 | 7 | -0.93 | 0.0369 | -0.015 | ||
| 0.0500 | 0.5000 | 8 | 55.9% | 0.08 | 0.0310 | -0.013 | 43.5 | 7.30 | 9.30 | 1 | 57.2% | -0.94 | 0.0332 | -0.014 | ||
| 0.1000 | 0.2000 | 80 | 12 | 50.3% | 0.07 | 0.0281 | -0.012 | 44 | 7.80 | 9.20 | -0.95 | 0.0298 | -0.013 | |||
| 0 | 0.5000 | 2 | 58.9% | 0.07 | 0.0255 | -0.011 | 44.5 | 8.20 | 9.70 | -0.96 | 0.0268 | -0.012 | ||||
| 0 | 0.3500 | 50 | 56.1% | 0.06 | 0.0232 | -0.011 | 45 | 8.70 | 10.50 | -0.96 | 0.0241 | -0.011 | ||||
| 0 | 0.5500 | 5 | 66.6% | 0.05 | 0.0195 | -0.009 | 46 | 9.70 | 11.40 | -0.97 | 0.0195 | -0.010 | ||||
| 0 | 0.5500 | 11 | 70.6% | 0.04 | 0.0167 | -0.009 | 47 | 10.70 | 12.60 | 58.2% | -0.98 | 0.0161 | -0.009 | |||
| 0 | 0.5500 | 22 | 74.5% | 0.04 | 0.0146 | -0.008 | 48 | 11.70 | 13.60 | 1 | 1 | 61.6% | -0.98 | 0.0137 | -0.008 | |
| 0 | 0.5500 | 3 | 78.2% | 0.04 | 0.0129 | -0.008 | 49 | 12.70 | 14.80 | 76.1% | -0.98 | 0.0117 | -0.007 | |||
| 0 | 0.4500 | 13 | 78.3% | 0.03 | 0.0116 | -0.008 | 50 | 13.70 | 15.50 | -0.99 | 0.0101 | -0.007 | ||||
| 0 | 0.5000 | 83.5% | 0.03 | 0.0105 | -0.007 | 51 | 14.70 | 16.60 | 71.3% | -0.99 | 0.0089 | -0.006 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.